+1,425.2%
AMAT vs MOS
-1.8%
+1,427.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | +7.0% | +5.5% | +1.5% | +5.2% |
| 30D | -20.6% | +21.0% | -41.5% | -25.5% |
| 3M | -24.8% | -0.5% | -24.3% | -25.7% |
| 6M | -10.7% | +6.6% | -17.3% | -14.2% |
| YTD | +54.3% | -2.8% | +57.1% | +49.6% |
| 1Y | +73.7% | -8.1% | +81.8% | +70.6% |
| 3Y | +168.4% | -25.6% | +194.0% | +172.5% |
| 5Y | +167.6% | -29.8% | +197.3% | +160.3% |
| 10Y | +1,425.2% | +0.6% | +1,424.6% | +1,070.1% |
| All | +1,425.2% | -1.8% | +1,427.0% | +1,070.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling